Selection between models through multi-step-ahead forecasting (Q993804)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Selection between models through multi-step-ahead forecasting |
scientific article; zbMATH DE number 5788975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Selection between models through multi-step-ahead forecasting |
scientific article; zbMATH DE number 5788975 |
Statements
Selection between models through multi-step-ahead forecasting (English)
0 references
20 September 2010
0 references
ARIMA models
0 references
Diebold-Mariano tests
0 references
incorrect models
0 references
misspecified models
0 references
model selection
0 references
parameter estimation effects
0 references
time series
0 references
0.93868285
0 references
0 references
0 references
0.89686346
0 references
0.89331526
0 references
0.88252425
0 references
